CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 24-Feb-2021
Day Change Summary
Previous Current
23-Feb-2021 24-Feb-2021 Change Change % Previous Week
Open 0.7932 0.7959 0.0027 0.3% 0.7905
High 0.7945 0.7992 0.0047 0.6% 0.7936
Low 0.7909 0.7938 0.0030 0.4% 0.7849
Close 0.7940 0.7980 0.0040 0.5% 0.7922
Range 0.0036 0.0054 0.0018 48.6% 0.0087
ATR 0.0045 0.0045 0.0001 1.4% 0.0000
Volume 11 49 38 345.5% 79
Daily Pivots for day following 24-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8130 0.8108 0.8009
R3 0.8077 0.8055 0.7994
R2 0.8023 0.8023 0.7989
R1 0.8001 0.8001 0.7984 0.8012
PP 0.7970 0.7970 0.7970 0.7975
S1 0.7948 0.7948 0.7975 0.7959
S2 0.7916 0.7916 0.7970
S3 0.7863 0.7894 0.7965
S4 0.7809 0.7841 0.7950
Weekly Pivots for week ending 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8163 0.8129 0.7969
R3 0.8076 0.8042 0.7945
R2 0.7989 0.7989 0.7937
R1 0.7955 0.7955 0.7929 0.7972
PP 0.7902 0.7902 0.7902 0.7910
S1 0.7868 0.7868 0.7914 0.7885
S2 0.7815 0.7815 0.7906
S3 0.7728 0.7781 0.7898
S4 0.7641 0.7694 0.7874
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7992 0.7856 0.0136 1.7% 0.0046 0.6% 91% True False 21
10 0.7992 0.7837 0.0155 1.9% 0.0040 0.5% 92% True False 22
20 0.7992 0.7767 0.0225 2.8% 0.0044 0.6% 95% True False 28
40 0.7992 0.7767 0.0225 2.8% 0.0043 0.5% 95% True False 29
60 0.7992 0.7686 0.0306 3.8% 0.0040 0.5% 96% True False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8219
2.618 0.8132
1.618 0.8078
1.000 0.8045
0.618 0.8025
HIGH 0.7992
0.618 0.7971
0.500 0.7965
0.382 0.7958
LOW 0.7938
0.618 0.7905
1.000 0.7885
1.618 0.7851
2.618 0.7798
4.250 0.7711
Fisher Pivots for day following 24-Feb-2021
Pivot 1 day 3 day
R1 0.7975 0.7969
PP 0.7970 0.7958
S1 0.7965 0.7947

These figures are updated between 7pm and 10pm EST after a trading day.

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